+394.5%
TTMI vs SW
+743.1%
-348.6%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +4.1% | -14.2% | -10.4% |
| 7D | -19.2% | +12.1% | -31.2% | -19.9% |
| 30D | -44.9% | +6.6% | -51.4% | -45.2% |
| 3M | -44.7% | -6.0% | -38.7% | -44.6% |
| 6M | -53.4% | +21.5% | -74.9% | -54.3% |
| YTD | +6.3% | +20.3% | -14.0% | +4.1% |
| 1Y | +10.7% | +28.1% | -17.5% | +7.9% |
| 3Y | +401.2% | +51.6% | +349.6% | +384.8% |
| 5Y | +419.0% | -0.1% | +419.1% | +404.6% |
| 10Y | +466.2% | +189.7% | +276.5% | +421.6% |
| All | +394.5% | +743.1% | -348.6% | +315.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling